0.01Open0.02Pre Close260 Volume645 Open Interest102.00Strike Price430.00Turnover23.94%IV2.55%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0304Delta0.0537Gamma6631.67Leverage Ratio-0.0150Theta0.0001Rho201.34Eff Leverage0.0037Vega